JPMorgan Market Risk Coverage Lead 

United States, New York, New York 

63805206

DESCRIPTION:

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Operations Research, Accounting, Economics, Mathematics, Statistics, Financial Engineering or related field of study plus three (3) years of experience in the job offered or as Market Risk Coverage Lead, Market Risk Governance, Market Risk Quantitative Research or related occupation. The employer will alternatively accept a Bachelor's degree in Operations Research, Accounting, Economics, Mathematics, Statistics, Financial Engineering or related field of study plus five (5) years of experience in the job offered or as Market Risk Coverage Lead, Market Risk Governance, Market Risk Quantitative Research or related occupation.

Skills Required: This position requires three (3) years of experience with evaluating market conditions in financial markets and macroeconomics related to liquidity and market risks associated with execution of trading algorithms, derivatives and hedging strategies. This position requires one (1) year of experience coding in Python for numerical computing and statistical analysis to generate risk dashboards and test various risk metrics and related risk limit frameworks. This position requires any amount of experience with the following: analyzing algorithms and investment goals and challenging assumptions within the constructed investible indices business including concepts involving Momentum, Dispersion, or Relative Value; evaluating complex and exotic derivatives payoffs, analyzing product risks, challenging trading decisions, and identifying stress scenarios and market sensitivities in basket options, varswaps, volswaps, autocalls, or cliquets; pricing and modeling risk metrics, P&L attributions, and stress simulations; Bloomberg terminal and its functions; coding in Jupyter notebook, MySQL, and Microsoft Visual Basic for financial reporting and risk analysis; presenting and justifying risk assessments, P&L, and positions to the Federal Reserve, Office of the Comptroller of the Currency (OCC), FINRA, or SEC; completing and explaining Comprehensive Capital Analysis and Review (CCAR) during a quarterly review; presenting to senior stakeholders, front office, and regulators.

Job Location: 383 Madison Avenue, New York, NY 10017.

Full-Time. Salary:$160,000 - $215,000per year.